On the L_q(L_p)-regularity and Besov smoothness of stochastic parabolic equations on bounded Lipschitz domains

DOI10.1214/EJP.V18-2478MaRDI QIDQ388974zbMATH OpenOpenAlexFDO

Authors Petru A. Cioica, Kyeong-Hun Kim, Kijung Lee, Felix Lindner

Publication date 17 January 2014

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1301.1180

zbMATH Keywords

stochastic partial differential equationsLipschitz domainBesov regularityweighted stochastic Sobolev spacesHölder regularity

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35)

Abstract: We investigate the regularity of linear stochastic parabolic equations with zero Dirichlet boundary condition on bounded Lipschitz domains $Osubset{R}^d$ with both theoretical and numerical purpose. We use N.V. Krylov's framework of stochastic parabolic weighted Sobolev spaces $mathfrak{H}_{p,heta}^{gamma,q}(O;T)$. The summability parameters p and q in space and time may differ. Existence and uniqueness of solutions in these spaces is established and the H"older regularity in time is analysed. Moreover, we prove a general embedding of weighted Lp(O)-Sobolev spaces into the scale of Besov spaces $B^{a}lph{a}_{au,au}(O),1/au=alpha/d+1/p,alpha>0$. This leads to a H"older-Besov regularity result for the solution process. The regularity in this Besov scale determines the order of convergence that can be achieved by certain nonlinear approximation schemes.

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Cited in

(20)

• Regularity in Sobolev and Besov spaces for parabolic problems on domains of polyhedral type
• Mild solution of the parabolic equation driven by a \(\sigma \)-finite stochastic measure
• Improved regularity for the stochastic fast diffusion equation
• Besov regularity of parabolic and hyperbolic PDEs
• Dirichlet boundary value problem for stochastic parabolic equations: compatibility relations and regularity of solutions
• Schauder-type estimates for higher-order parabolic SPDEs
• An \(L_{p}\)-estimate for the stochastic heat equation on an angular domain in \(\mathbb {R}^2\)
• On the \(L_p\)-boundedness of the stochastic singular integral operators and its application to \(L_p\)-regularity theory of stochastic partial differential equations
• Stochastic maximal regularity for rough time-dependent problems
• On temporal regularity of stochastic convolutions in \(2\)-smooth Banach spaces
• Dirichlet problem for stochasticparabolic equations in smoothdomains
• Besov regularity of stochastic partial differential equations on bounded Lipschitz domains
• Spatial Besov regularity for semilinear stochastic partial differential equations on bounded Lipschitz domains
• On the construction of stochastic fields with prescribed regularity by wavelet expansions
• On Besov regularity and local time of the solution to the stochastic heat equation
• Spectral multipliers on spaces of distributions associated with non-negative self-adjoint operators
• Cauchy problem of stochastic kinetic equations
• Singular behavior of the solution to the stochastic heat equation on a polygonal domain
• Boundary regularity of stochastic PDEs
• Spatial Besov regularity for stochastic partial differential equations on Lipschitz domains

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